+167.9%
WMT vs CP
+27.1%
+140.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | -1.6% | +2.8% | -4.4% | -2.2% |
| 30D | +12.9% | +11.3% | +1.5% | +10.1% |
| 3M | +12.6% | +2.9% | +9.8% | +11.7% |
| 6M | -3.4% | +9.8% | -13.2% | -5.7% |
| YTD | +13.5% | +28.5% | -15.0% | +6.5% |
| 1Y | +23.5% | +33.5% | -10.0% | +14.9% |
| 3Y | +137.3% | +31.9% | +105.4% | +118.1% |
| 5Y | +167.9% | +25.5% | +142.4% | +146.0% |
| All | +167.9% | +27.1% | +140.8% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling